resetPeriods

Most swaps have a single fixing for each accrual period.
This property allows multiple fixings to be defined by dividing the accrual periods into reset periods.

If this property is not present, then the reset period is the same as the accrual period.
If this property is present, then the accrual period is divided as per the information
in the reset schedule, multiple fixing dates are calculated, and rate averaging performed.

firstRegularRate

Sets the rate of the first regular reset period, optional.
A 5% rate will be expressed as 0.05.

In certain circumstances two counterparties agree the rate of the first fixing
when the contract starts, and it is used in place of one observed fixing.
For all other fixings, the rate is observed via the normal fixing process.

This property allows the rate of the first reset period of the first regular accrual period
to be controlled. Note that if there is an initial stub, this will be the second reset period.
Other calculation elements, such as gearing or spread, still apply to the rate specified here.

If the first rate applies to the initial stub rather than the regular accrual periods
it must be specified using initialStub. Alternatively, firstRate can be used.

This property follows the definition in FpML. See also firstRate.

Parameters:

firstRegularRate - the new value

Returns:

this, for chaining, not null

firstRate

Sets the rate of the first reset period, which may be a stub, optional.
A 5% rate will be expressed as 0.05.

In certain circumstances two counterparties agree the rate of the first fixing
when the contract starts, and it is used in place of one observed fixing.
For all other fixings, the rate is observed via the normal fixing process.

This property allows the rate of the first reset period to be controlled,
irrespective of whether that is an initial stub or a regular period.
Other calculation elements, such as gearing or spread, still apply to the rate specified here.

This property is similar to firstRegularRate.
This property operates on the first reset period, whether that is an initial stub or a regular period.
By contrast, firstRegularRate operates on the first regular period, and never on a stub.

If either firstRegularRate or initialStub are present, this property is ignored.

If this property is not present, then the first rate is observed via the normal fixing process.

initialStub

The initial stub of a swap may have different rate rules to the regular accrual periods.
A fixed rate may be specified, a different floating rate or a linearly interpolated floating rate.
This may not be present if there is no initial stub, or if the index during the stub is the same
as the main floating rate index.

If this property is not present, then the main index applies during any initial stub.
If this property is present and there is no initial stub, it is ignored.

Parameters:

initialStub - the new value

Returns:

this, for chaining, not null

finalStub

The final stub of a swap may have different rate rules to the regular accrual periods.
A fixed rate may be specified, a different floating rate or a linearly interpolated floating rate.
This may not be present if there is no final stub, or if the index during the stub is the same
as the main floating rate index.

If this property is not present, then the main index applies during any final stub.
If this property is present and there is no final stub, it is ignored.